I think you are off to a great start. I'd suggest starting off with a few books to help you started with your investing adventure.My question is what is it that I should be doing? I do my very best to put away funds from every check into a savings account, and emergency fund, and my RSP savings account. I eventually think I'd like to try my hand at some stocks, but I still need to research the process and gain a much better understanding.
Personally, I've concluded that stock picking isn't my thing. These days I'm mostly a passive investor... I talk about this constantly on the blog Good luck!